Liquidity effect in OTC options markets : premium or discount?
Prachi Deuskar; Anurag Gupta; Marti G. Subrahmanyam
| Year of publication: |
2011
|
|---|---|
| Authors: | Deuskar, Prachi ; Gupta, Anurag ; Subrahmanyam, Marti G. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 14.2011, 1, p. 127-160
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| Subject: | Liquidity | Interest rate options | Euro interest rate markets | Euribor market | OTC options markets | Zinsderivat | Interest rate derivative | OTC-Handel | OTC market | Liquidität | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Optionsgeschäft | Option trading | Schätzung | Estimation | Derivat | Derivative | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009267085